Bayesian Credit Rating Assessment
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- Dan Cheng & Pasquale Cirillo, 2019. "An Urn-Based Nonparametric Modeling of the Dependence between PD and LGD with an Application to Mortgages," Risks, MDPI, vol. 7(3), pages 1-21, July.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2012-11-24 (Econometrics)
- NEP-RMG-2012-11-24 (Risk Management)
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